pyacs.lib.glinalg.cov_to_corr

Convert covariance matrix to correlation and standard deviations.

pyacs.lib.glinalg.cov_to_corr.cov_to_corr(Cov)

Convert covariance matrix to correlation and standard deviations.

Parameters:

Cov (numpy.ndarray) – Covariance matrix.

Returns:

• correlation (numpy.ndarray) – Correlation matrix.

• v (numpy.ndarray) – Vector of standard deviations (sqrt of diagonal).